-10.1%
ALK vs TCOM
-41.5%
+31.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.7% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | +3.3% | +11.5% | -8.2% | +1.4% |
| 3M | -17.6% | -5.2% | -12.4% | -17.0% |
| 6M | +0.8% | -16.9% | +17.7% | +4.7% |
| YTD | -22.4% | -39.9% | +17.5% | -18.8% |
| 1Y | -10.1% | -42.1% | +32.0% | -1.3% |
| All | -10.1% | -41.5% | +31.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling